BondOASTM - Accuracy You Can Count On

Selected Bond     
FEDERAL HOME LN MTG CORP 5.4's due 03/17/2021
Issued 03/17/2006
Callable at 100.000 on 03/17/2016 (EUROPEAN)
Pmt Frequency
Semiannual
Amt Outstanding
225,000,000
Terms From:
Choose Benchmark Yield Curve & Interest Rate Volatility
Treasury (%)
3-mth
0.010
6-mth
0.063
2-yr
0.501
3-yr
0.947
5-yr
1.614
7-yr
2.028
10-yr
2.318
30-yr
3.028
Rates From:
LIBOR Swap (%)
3-mth
0.233
6-mth
0.327
2-yr
0.719
3-yr
1.142
5-yr
1.744
7-yr
2.113
10-yr
2.440
30-yr
2.993
Volatility %  
Price or OAS?
Price
OAS
 
Results
Valuation
Price
        
OAS (bps)
        
Accrued Int.
        
YTM
        
YTC
        
YTW
        
WAM
        
Sprd. to Treas. (bps)
        
Risk Measures Duration Convexity DV 01     Duration Convexity DV 01
Effective                              Modified                           

v1.11  Copyright © 2012 Andrew Kalotay Associates, Inc.